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Columbia University
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online retailing, opaque selling, flexibility, inventory management
Systemic risk, contagion, liquidity risk, financial network
systemic risk, financial network, interbank liabilities, majorization
Dynamic Interbanking Networks, Systemic Risk, Large Networks Asymptotics
promotion design, Goal Gradient Effect, Polya urn models, assortment, dynamic consumer choice
operational risk management, quadratic hedging, mean-variance efficient frontier.
shortfall hedging, partial information, budget constraint, efficient frontier.
stochastic processing network, resource sharing network, multiclass queueing network, diffusion limit, interchange of limits, uniform stability
stochastic processing network, proportional fair allocation, diffusion limit, stationary distribution, interchange of limits, uniform stability
production planning, CVaR, downside risk aversion, optimal hedging
Bed allocation; overflow; queueing models; simulation; data analysis
